4.35Open3.68Pre Close1 Volume58 Open Interest98.00Strike Price435.00Turnover42.24%IV0.72%PremiumJul 19, 2024Expiry Date3.62Intrinsic Value100Multiplier4DDays to Expiry0.73Extrinsic Value100Contract SizeAmericanOptions Type0.8000Delta0.0612Gamma24.20Leverage Ratio-0.1687Theta0.0088Rho19.36Eff Leverage0.0303Vega